Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 13.038950 14.901462 16.920546 19.270033 21.926926 24.836357 28.261925
2024-10-27 9.668804 12.021156 14.776663 18.235443 22.453540 27.422838 33.713559
2024-11-03 8.491905 11.135772 14.387621 18.667710 24.138339 30.880854 39.804883
2024-11-10 7.585592 10.426396 14.073791 19.078248 25.742028 34.283213 46.031274
2024-11-17 6.670924 9.556550 13.403719 18.877537 26.430604 36.445848 50.686721
2024-11-24 5.870879 8.736584 12.691504 18.508594 26.799923 38.137872 54.751211
2024-12-01 5.326278 8.206390 12.308305 18.526316 27.653116 40.485031 59.802526
2024-12-08 4.944529 7.867138 12.152340 18.831084 28.901853 43.425401 65.835526
2024-12-15 4.569643 7.496110 11.906824 18.964006 29.879086 46.000756 71.458833
2024-12-22 4.170472 7.045871 11.496123 18.798363 30.370516 47.857134 76.086080
2024-12-29 3.895654 6.766117 11.320517 18.971812 31.375121 50.519486 82.063089
2025-01-05 3.739965 6.665675 11.416549 19.574786 33.081024 54.341158 90.039080
2025-01-12 3.432795 6.288956 11.042633 19.397814 33.541622 56.271982 95.206561
2025-01-19 2.999522 5.654642 10.188141 18.350480 32.489128 55.701675 96.284531
2025-01-26 2.866084 5.539456 10.206763 18.787431 33.949460 59.305644 104.425638
2025-02-02 2.739440 5.424423 10.214164 19.199759 35.385304 62.938540 112.807494
2025-02-09 2.532018 5.139203 9.893532 18.998066 35.720895 64.706026 118.075127
2025-02-16 2.320594 4.826984 9.498060 18.626812 35.719662 65.875612 122.344737
2025-02-23 2.179855 4.640365 9.320918 18.644666 36.420459 68.305812 128.962111
2025-03-02 2.086378 4.539933 9.298769 18.951273 37.669773 71.774721 137.622352
2025-03-09 1.979221 4.401904 9.192441 19.085002 38.595177 74.695747 145.423871
2025-03-16 1.847019 4.199734 8.943545 18.918355 38.927455 76.530229 151.291252
2025-03-23 1.761245 4.088974 8.869273 19.092855 39.929656 79.660365 159.742850